| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
19,157.00 |
18,589.50 |
-567.50 |
-3.0% |
19,850.75 |
| High |
19,198.00 |
18,956.50 |
-241.50 |
-1.3% |
19,919.25 |
| Low |
18,562.00 |
18,589.50 |
27.50 |
0.1% |
18,562.00 |
| Close |
18,678.75 |
18,915.00 |
236.25 |
1.3% |
18,678.75 |
| Range |
636.00 |
367.00 |
-269.00 |
-42.3% |
1,357.25 |
| ATR |
430.89 |
426.33 |
-4.56 |
-1.1% |
0.00 |
| Volume |
10,484 |
9,055 |
-1,429 |
-13.6% |
26,919 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,921.25 |
19,785.25 |
19,116.75 |
|
| R3 |
19,554.25 |
19,418.25 |
19,016.00 |
|
| R2 |
19,187.25 |
19,187.25 |
18,982.25 |
|
| R1 |
19,051.25 |
19,051.25 |
18,948.75 |
19,119.25 |
| PP |
18,820.25 |
18,820.25 |
18,820.25 |
18,854.50 |
| S1 |
18,684.25 |
18,684.25 |
18,881.25 |
18,752.25 |
| S2 |
18,453.25 |
18,453.25 |
18,847.75 |
|
| S3 |
18,086.25 |
18,317.25 |
18,814.00 |
|
| S4 |
17,719.25 |
17,950.25 |
18,713.25 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,125.00 |
22,259.25 |
19,425.25 |
|
| R3 |
21,767.75 |
20,902.00 |
19,052.00 |
|
| R2 |
20,410.50 |
20,410.50 |
18,927.50 |
|
| R1 |
19,544.75 |
19,544.75 |
18,803.25 |
19,299.00 |
| PP |
19,053.25 |
19,053.25 |
19,053.25 |
18,930.50 |
| S1 |
18,187.50 |
18,187.50 |
18,554.25 |
17,941.75 |
| S2 |
17,696.00 |
17,696.00 |
18,430.00 |
|
| S3 |
16,338.75 |
16,830.25 |
18,305.50 |
|
| S4 |
14,981.50 |
15,473.00 |
17,932.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,919.25 |
18,562.00 |
1,357.25 |
7.2% |
478.50 |
2.5% |
26% |
False |
False |
7,194 |
| 10 |
20,078.75 |
18,562.00 |
1,516.75 |
8.0% |
426.00 |
2.3% |
23% |
False |
False |
4,678 |
| 20 |
20,260.25 |
18,562.00 |
1,698.25 |
9.0% |
378.00 |
2.0% |
21% |
False |
False |
3,011 |
| 40 |
21,049.00 |
17,552.75 |
3,496.25 |
18.5% |
451.25 |
2.4% |
39% |
False |
False |
2,645 |
| 60 |
21,240.25 |
17,552.75 |
3,687.50 |
19.5% |
389.75 |
2.1% |
37% |
False |
False |
2,038 |
| 80 |
21,240.25 |
17,552.75 |
3,687.50 |
19.5% |
348.75 |
1.8% |
37% |
False |
False |
1,546 |
| 100 |
21,240.25 |
17,552.75 |
3,687.50 |
19.5% |
331.00 |
1.8% |
37% |
False |
False |
1,244 |
| 120 |
21,240.25 |
17,552.75 |
3,687.50 |
19.5% |
317.25 |
1.7% |
37% |
False |
False |
1,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,516.25 |
|
2.618 |
19,917.25 |
|
1.618 |
19,550.25 |
|
1.000 |
19,323.50 |
|
0.618 |
19,183.25 |
|
HIGH |
18,956.50 |
|
0.618 |
18,816.25 |
|
0.500 |
18,773.00 |
|
0.382 |
18,729.75 |
|
LOW |
18,589.50 |
|
0.618 |
18,362.75 |
|
1.000 |
18,222.50 |
|
1.618 |
17,995.75 |
|
2.618 |
17,628.75 |
|
4.250 |
17,029.75 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,867.75 |
18,970.25 |
| PP |
18,820.25 |
18,951.75 |
| S1 |
18,773.00 |
18,933.50 |
|